The role of the loss function in value-at-risk comparisons-Reference-Cited by-同舟云学术

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The role of the loss function in value-at-risk comparisons

Published:2015-03 Issue:1 Volume:9 Page:1-19
ISSN:1753-9579
Container-title:The Journal of Risk Model Validation
language:
Short-container-title:JRMV

Author:

Abad Pilar,Benito Muela Sonia,López Martín Carmen

Publisher

Infopro Digital Services Limited

Subject

Applied Mathematics,Economics and Econometrics,Finance,Modelling and Simulation

Cited by 16 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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